+273.6%
FIS vs FLUT
+1,664.3%
-1,390.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -29.4% | -6.5% | -22.9% | -29.0% |
| 30D | -16.7% | +2.8% | -19.5% | -16.9% |
| 3M | -33.0% | -13.5% | -19.5% | -32.3% |
| 6M | -33.3% | -19.0% | -14.4% | -32.4% |
| YTD | -56.0% | -61.9% | +5.9% | -53.4% |
| 1Y | -54.6% | -63.2% | +8.7% | -51.8% |
| 3Y | -40.6% | -46.0% | +5.4% | -38.8% |
| 5Y | -71.9% | -51.8% | -20.2% | -71.2% |
| 10Y | -55.3% | -26.1% | -29.3% | -54.8% |
| All | +273.6% | +1,664.3% | -1,390.7% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling